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CGTS YEAR-END REVIEW

CLARK'S GATE TIMING SYSTEM
Monday 4 January 2010
 

“By a continuing process of inflation, government can confiscate, secretly and unobserved, an important part of the wealth of their citizens.”

    -- John Maynard Keynes



This is the time of year we get to look back on what we've done.  I've noticed a lot of Financial Consultants (I love that word 'consultant' -- it means everything and nothing at the same time.  I'm reminded of the Seinfeld episode in which the pretty girlfriend of Jerry says "Jerry, I need a MENTOR' -- and Jerry responds: 'I can tell you what to do.'  That sort of sums it up for a financial consultant I guess) bragging about their correct calls for the year.

Ok.  I can do that.

We pride ourselves in being short-term traders.  But we also have portfolio trading systems that are long-term systems (not buy and hold for ever, but trade only at major market turning points).  These two systems -- M4 Sum Plus LT and MA5/MA40 LT -- are up 51.17% since 2/20/09, and 47.24% since 3/20/09.  These systems are not as accurate (in terms of closed trades) as some of our other systems since they tend to wash out losing trades quickly and hold on to winners longer.  For instance, our M5 (7) has closed 183 trades with 147 winning trades, a winning % of 80.33%.  (See all closed trade percentages in the table below.)  Our weekly portfolio winning % of closed trades is 73.42%.  Our daily portfolio, which has no real long-term systems, has a winning percentage on closed trades of 83.41% (1320 closed trades, 1101 winning trades).

  WEEKLY PORTFOLIO   Active Active First Short % Long Closed Trades  
% Gain 12/30/10   Profit Trades Cost Trade Trades Trades Total Winning % Winning
4.53% M2F alt Trade   $11,326 25 250000 8/14/09 4 84% 10 9 90.00%
7.18% M2F alt LT 2   $10,766 15 150000 7/9/09 0 100% 4 2 50.00%
23.84% M4 Sum Plus VN   $114,438 48 480000 7/17/09 2 96% 12 7 58.33%
51.17% M4 Sum Plus LT   $260,992 51 510000 2/20/09 8 84% 28 9 32.14%
43.59% M5 (7) 2   $178,738 41 410000 1/9/09 4 90% 183 147 80.33%
57.60% M5 (10) 2   $103,673 18 180000 3/6/09 0 100% 55 46 83.64%
4.22% M5 D Simple 09   $2,534 6 60000 7/17/09 2 67% 1 1 100.00%
47.24% MA5 MA 40 LT   $170,050 36 360000 3/20/09 3 92% 8 0 0.00%
                       
45.05% Total   $454,995 101 $1,010,000       301 221 73.42%
  *Based on $10,000 per trade                


  DAILY PORTFOLIO   Active Active First Short % Long Closed Trades (Updated weekly)
% Gain 12/31/10   Profit Trades Cost Trade Trades Trades Total Winning % Winning
23.83% M2F alt Trading System   $154,891 65 650000 7/27/09 14 78% 527 434 82.35%
8.14% M2F ALT LT 2 Tr Syst   $119,630 147 1470000 7/8/09 11 93% 296 254 85.81%
20.88% M5 10 Trading System   $121,080 58 580000 6/29/09 9 84% 390 315 80.77%
17.61% M5 D Simple   $58,121 33 330000 6/29/09 5 85% 94 86 91.49%
11.89% M5/M5Avg Sum Plus New   $26,158 22 220000 9/5/09 2 91% 13 12 92.31%
                       
14.77% Total   $479,880 325 $3,250,000       1320 1101 83.41%
  *Based on $10,000 per trade                


We are including our two long-term weekly portfolios as a way of bragging a bit as the Year of the Lion readies to succeed the Year of the Buffalo.


M4 Sum Plus Lont-Term Portfolio - CGTS                
Symbol Issue Close Position Shares Gain/Loss Return Date Sold Date Bought Price Bought
                   
DMM Macroshares Housing Down 24.9 Short -400 $12.00 5.49%   12/24/09 $25.00
FRE Freddie Mac 1.47 Short -8,130 ($1,979.20) -114.99%   10/30/09 $1.23
FNM Fannie Mae 1.18 Short -9,259.26 ($953.93) -55.42%   10/30/09 $1.08
HOV Hovnanian Enterprises 3.84 Short -2,778 ($694.72) -121.08%   12/11/09 $3.60
ELY Callahan Golf 7.54 Long 1,439 $821.01 20.33%   8/7/09 $6.95
MGM MGM MIRAGE 9.12 Long 1,200 $320.00 7.48%   8/7/09 $8.83
SLM Sallie Mae Inc. 11.27 Long 1,530 $7,101.80 118.34%   5/30/09 $6.61
GE General Electric 15.13 Long 825.76 $2,465.80 35.62%   4/24/09 $12.11
HLF HERBALLIFE CORP 40.57 Long 480.08 $9,448.78 136.47%   4/24/09 $20.83
EQR Equity Residential 33.78 Long 430.85 $4,526.08 65.37%   4/24/09 $23.21
BA Boeing 54.13 Long 258.26 $3,951.79 57.08%   4/24/09 $38.72
CAT Caterpillar 56.99 Long 297.35 $6,918.10 99.92%   4/24/09 $33.63
UNH United Healthcare 30.48 Long 414.2502 $2,598.35 36.52%   4/17/09 $24.14
BHI BAKER HUGHES INC 40.48 Long 300.8424 $2,150.10 30.22%   4/17/09 $33.24
AA Aluminum Co. Of America 16.12 Long 1,079.91 $7,380.21 103.72%   4/17/09 $9.26
FST FOREST OIL CORP 22.25 Long 593 $3,174.20 75.08%   7/31/09 $16.85
IYR Real Estate ETF 45.92 Long 310.2699 $4,219.59 59.30%   4/17/09 $32.23
BJS BJ Services 18.6 Long 773.395 $4,357.15 61.23%   4/17/09 $12.93
MTL MECHEL OPEN JOINT STOCK COMPANY 18.82 Long 1,642 $20,874.66 285.64%   4/10/09 $6.09
^BKX BANK INDEX 42.71 Long 296 $2,606.40 35.64%   4/10/09 $33.81
RRGTX DWS RREEF GLOBAL REAL ESTATE FUND 6.71 Long 2,024 $3,554.48 48.64%   4/10/09 $4.94
DWSN DAWSON GEOPHYSICAL COMPANY 23.1 Long 586 $3,511.44 48.06%   4/10/09 $17.06
BAC Bank of America Weekly 15.06 Long 1,047 $5,740.97 78.57%   4/10/09 $9.55
AXP American Express 40.52 Long 531 $11,489.39 157.23%   4/10/09 $18.83
^DJT Dow Jones Transport Index 4,099.63 Long 3.3456 $3,687.76 50.46%   4/10/09 $2,988.99
GGB GERDAU S.A. 17.03 Long 1,468 $14,974.96 204.97%   4/10/09 $6.81
SLM Sallie Mae Inc. 11.27 Long 1,513 $7,022.58 121.13%   6/4/09 $6.61
EWM Malaysia Index ETF 10.62 Long 1,333 $4,130.96 55.09%   4/3/09 $7.50
BBD BANCO BRANDESCO 21.87 Long 880 $9,220.80 122.98%   4/3/09 $11.36
ADBE Adobe Systems 36.78 Long 414 $5,196.68 69.27%   4/3/09 $24.16
DE John Deere Inc 54.09 Long 268 $4,471.72 59.64%   4/3/09 $37.30
BEN Franklin Resources 105.35 Long 166 $7,478.52 99.89%   4/3/09 $60.13
HOG Harley Davidson Inc. 25.2 Long 604 $5,190.56 69.19%   4/3/09 $16.56
XOP Spider Oil Gas Explor ETF 41.21 Long 333 $3,708.26 49.51%   4/3/09 $29.99
PDE PRIDE INTERNATIONAL 31.91 Long 538 $7,143.54 90.63%   3/20/09 $18.58
ACH ALUMINUM COMPANY OF CHINA 27.25 Long 709 $9,288.26 117.75%   3/20/09 $14.11
PEIX PACIFIC ETHANOL 0.71 Long 22,371 ($1,644.34) -76.73% 11/13/09 8/28/09 $0.45
FRE Freddie Mac 1.47 Short 7,092 ($1,332.56) -64.67% 10/30/09 8/17/09 $1.41
MGM MGM MIRAGE 9.12 Long -1,400 ($1,974.00) -98.82% 8/7/09 5/30/09 $7.46
HOV Hovnanian Enterprises 3.84 Short 3,144.65 ($2,100.03) -83.08% 7/17/09 4/17/09 $3.18
FNM Fannie Mae 1.18 Short 13,514 ($2,083.10) -89.20% 7/3/09 4/10/09 $0.74
FST FOREST OIL CORP 22.25 Long 578.369 ($1,831.59) -85.47% 7/3/09 4/17/09 $17.29
ELY Callahan Golf 7.54 Long 1,227 ($3,528.41) -164.65% 6/26/09 4/10/09 $8.15
MGM MGM MIRAGE 9.12 Long 1,272.26 ($564.90) -68.54% 5/30/09 5/1/09 $7.86




Symbol   Close Position Shares Gain/Loss Return Date Sold Date Bought Price Bought
                   
ENMD Entremed Corp 0.8 Short -11,695.91 $615.28 281.51%   12/24/09 $0.85
FNM Fannie Mae 1.18 Short -9,259.26 ($953.93) -55.42%   10/30/09 $1.08
FRE Freddie Mac 1.47 Short -5,848 $1,375.52 59.94%   10/9/09 $1.71
BYD Boyd Gaming 8.37 Short -1,297 ($884.02) -57.78%   11/6/09 $7.71
VNM Vietnam Market Vectors 25.49 Short -400 ($220.00) -28.75%   12/4/09 $25.01
AIG American International Group 29.98 Short -332 $18.48 2.42%   12/4/09 $30.12
QID Short Nasdaq Index ETF 19.04 Short -236.07 $5,477.15 73.44%   4/3/09 $42.36
DXD Short Dow Index ETF 29.47 Short -177.37 $4,745.03 63.62%   4/3/09 $56.38
^BVSP IBOVESPA SAO PAULO 68,588.41 Long 0.26 $7,877.32 93.77%   2/27/09 $38,183.31
^DJT Dow Jones Transport Index 4,099.63 Long 3.3456 $3,687.76 50.46%   4/10/09 $2,988.99
^HUI Gold Stock Index 429.91 Long 35 $5,043.15 61.13%   3/6/09 $285.02
BLK BLACKROCK 232.2 Long 73 $6,848.60 90.64%   4/3/09 $138.00
^XAU Philadelphia Gold and Silver Stock Index 168.25 Long 84 $4,061.96 48.91%   3/6/09 $119.56
^HGX Housing Stock Index 102.72 Long 120 $2,304.80 30.75%   4/3/09 $83.28
GS Goldman Sachs 168.84 Long 133 $12,366.27 148.63%   3/6/09 $75.65
BEN Franklin Resources 105.35 Long 166.31 $7,492.54 99.89%   4/3/09 $60.13
JJC Copper ETF 45.8 Long 264.41 $2,081.99 77.33%   9/25/09 $37.82
CAT Caterpillar 56.99 Long 311 $7,697.24 102.64%   4/3/09 $32.15
^BKX BANK INDEX 42.71 Long 324.78 $3,843.38 51.24%   4/3/09 $30.79
IYR Real Estate ETF 45.92 Long 328.08 $5,037.56 68.93%   4/10/09 $30.48
JPM JP Morgan Chase 41.67 Long 342 $4,209.38 56.05%   4/3/09 $29.28
BBY Best Buy Inc. 39.46 Long 380 $4,364.80 47.58%   2/20/09 $27.90
XOP Spider Oil Gas Explor ETF 41.21 Long 380 $5,592.20 64.36%   2/20/09 $26.42
HURN HURON CONSULTING 23.04 Long 400 ($412.00) -17.16%   10/2/09 $24.00
ADBE Adobe Systems 36.78 Long 413.91 $5,195.54 69.27%   4/3/09 $24.16
UNH United Healthcare 30.48 Long 414.2502 $2,598.35 36.52%   4/17/09 $24.14
AXP American Express 40.52 Long 531 $11,489.39 157.23%   4/10/09 $18.83
HLF HERBALLIFE CORP 40.57 Long 537 $11,753.78 165.11%   4/17/09 $18.63
HK PETROHAWK ENERGY 23.99 Long 560 $3,371.20 38.82%   2/20/09 $17.92
FST FOREST OIL CORP 22.25 Long 583 $2,939.47 72.75%   8/7/09 $17.16
DWSN DAWSON GEOPHYSICAL COMPANY 23.1 Long 586 $3,511.44 48.06%   4/10/09 $17.06
HOG Harley Davidson Inc. 25.2 Long 603.86 $5,189.35 69.19%   4/3/09 $16.56
DWSN DAWSON GEOPHYSICAL COMPANY 23.1 Long 608 $4,021.28 53.64%   4/3/09 $16.44
AXP American Express 40.52 Long 652 $16,395.88 218.71%   4/3/09 $15.33
RHT RED HAT INC. 30.9 Long 700 $11,571.00 133.29%   2/20/09 $14.33
AMSC AMERICAN SUPERCONDUCTOR 40.9 Long 743 $20,359.92 240.59%   2/27/09 $13.46
SCGDX Scudder Gold Fund 19.24 Long 747 $4,341.95 52.49%   3/6/09 $13.39
GES GUESS INC 42.3 Long 753 $21,816.53 263.62%   3/6/09 $13.29
GE General Electric 15.13 Long 883 $3,327.40 45.51%   4/10/09 $11.33
CDE Coeur D'Alene Silver Mining 18.06 Long 892.86 $6,097.02 81.29%   4/3/09 $11.20
BJS BJ Services 18.6 Long 896 $6,638.24 90.84%   4/10/09 $11.16
UAUA United Airlines 12.91 Long 910 $1,719.20 297.95%   12/11/09 $10.99
GE General Electric 15.13 Long 914 $3,801.66 50.69%   4/3/09 $10.94
MTL MECHEL OPEN JOINT STOCK COMPANY 18.82 Long 936 $7,591.04 179.48%   7/31/09 $10.68
MGM MGM MIRAGE 9.12 Long 1,150 $179.00 4.53%   8/14/09 $8.94
AA Aluminum Co. Of America 16.12 Long 1,224 $9,702.80 129.36%   4/3/09 $8.17
BAC Bank of America Weekly 15.06 Long 1,315.80 $9,787.87 130.50%   4/3/09 $7.60
EWM Malaysia Index ETF 10.62 Long 1,316 $3,946.32 53.99%   4/10/09 $7.60
ELY Callahan Golf 7.54 Long 1,439 $821.01 20.33%   8/7/09 $6.95
GGB GERDAU S.A. 17.03 Long 1,468.40 $14,979.05 204.97%   4/10/09 $6.81
RRGTX DWS RREEF GLOBAL REAL ESTATE FUND 6.71 Long 2,024 $3,554.48 48.64%   4/10/09 $4.94
PEIX PACIFIC ETHANOL 0.71 Long -27,000 ($7,994.00) -1310.03% 12/4/09 11/13/09 $0.38
RIMM RESEARCH IN MOTION 67.54 Short 156 ($903.08) -13.74% 12/4/09 4/10/09 $64.18
AIG American International Group 29.98 Short 199 ($4,057.89) -149.25% 12/4/09 8/28/09 $50.23
PEIX PACIFIC ETHANOL 0.71 Long 26,316 ($161.26) -5.93% 11/13/09 8/7/09 $0.38
HOV Hovnanian Enterprises 3.84 Short 3,125 $3,162.75 162.14% 10/9/09 7/31/09 $3.20
FRE Freddie Mac 1.47 Short 7,092 $2,071.60 132.29% 10/9/09 8/14/09 $1.41
HURN HURON CONSULTING 23.04 Long -761 ($8,312.85) -608.11% 10/2/09 8/14/09 $13.15
MGM MGM MIRAGE 9.12 Long -1,475 ($3,242.00) -237.32% 8/14/09 6/26/09 $6.78
KBH KBH Home Builders 13.68 Short 678 ($395.00) -13.55% 7/17/09 4/3/09 $14.76
C CIT Group 3.31 Short 3,290 ($121.80) -4.48% 7/17/09 4/10/09 $3.04
C CIT Group 3.31 Short 3,509 $540.53 18.56% 7/17/09 4/3/09 $2.85
HOV Hovnanian Enterprises 3.84 Short 4,587.16 $1,549.50 61.30% 7/17/09 4/17/09 $2.18
FST FOREST OIL CORP 22.25 Long 578.369 ($1,831.59) -85.47% 7/3/09 4/17/09 $17.29
FRE Freddie Mac 1.47 Short 13,699 ($1,151.92) -45.57% 7/3/09 4/3/09 $0.73
FNM Fannie Mae 1.18 Short 14,286 ($1,627.46) -64.39% 7/3/09 4/3/09 $0.70
ELY Callahan Golf 7.54 Long 1,227 ($3,528.41) -151.09% 6/26/09 4/3/09 $8.15
MGM MGM MIRAGE 9.12 Long 1,887 $2,736.76 127.69% 6/26/09 4/10/09 $5.30
MGM MGM MIRAGE 9.12 Long 2,150.50 $4,524.56 193.75% 6/26/09 4/3/09 $4.65
HMY Harmony Gold Mining 10.17 Long 850 ($1,433.00) -362.26% 6/12/09 5/30/09 $12.10
UAUA United Airlines 12.91 Long 1,550.39 ($2,846.70) -235.49% 5/30/09 4/17/09 $6.45
VALE VALE S.A. (NYSE:RIO) Weekly 29.03 Long 776 $3,459.28 167.84% 5/12/09 2/27/09 $12.89
ABX American Barricks Gold Company 39.38 Long 331 $142.60 9.11% 4/24/09 2/27/09 $30.20
UNH United Healthcare 30.48 Long -468 ($1,357.04) -138.02% 4/17/09 3/13/09 $21.36
QID Short Nasdaq Index ETF 19.04 Short -160 $1,051.20 255.89% 3/13/09 2/27/09 $62.65
FSLR FIRST SOLAR 135.4 Short 75 ($1,970.00) -356.72% 3/11/09 2/20/09 $134.01
BHI BAKER HUGHES INC 40.48 Long 330 ($1,240.70) -226.94% 3/11/09 2/20/09 $30.15
HON Honeywell 39.2 Long 350 ($1,890.00) -340.77% 3/11/09 2/20/09 $28.84
HLF HERBALLIFE CORP 40.57 Long 550 ($3,152.50) -1353.53% 2/27/09 2/20/09 $19.27

THIS WEEK'S SIGNALS

Gold issues are showing up on the buy signals list again.  Just as interesting, our M5 (7) and our M5 (10) trading systems are telling us not to trust the US Dollar rally.

We took a profit in a long trade in ENMD of 70.21% this week.


WEEKLY          
31-Dec          
FRIDAY          
M2F Alt Trading System        
New Trades          
M2F ALT Trade Closed Trades      
Issue Close @ Position Open @ Date % Gain
ENMD 0.8 Exit Long $0.47 9/18/10 70.21%
M2F alt Trading System New Open Trades    
Issue Price Position Shares    
SCGDX 19.24 Enter Long 519.75    
NEM 47.31 Enter Long 211.37    
EWM 10.62 Enter Long 941.62    
HOG 25.2 Enter Long 396.83    
HLF 40.57 Enter Long 246.49    
FXA 90.07 Enter Long 111.02    
HUI 429.91 Enter Long 23.26    
TWX 29.14 Enter Long 343.17    
IAU 107.37 Enter Long 93.14    
PDLI 6.86 ENTER SHORT -1457.73    
           
M2F ALT Lterm 2 Trade Closed Trades      
Issue Close @ Position Open @ Date  
MOT 7.76 Exit Long $8.55 12/11/10 -9.24%
M2F ALT Lterm 2 Trading System New Open Trades    
Issue Price Position Shares    
BEN 105.35 Enter Long 94.92    
JJG 40.885 Enter Long 244.59    
ABX 39.38 Enter Long 253.94    
           
M4 SUM PLUS VN        
Issue Close @ Position Open @ Date  
NONE          
M4 SUM PLUS VN  Trading System New Open Trades    
Issue Price Position Shares    
NONE          
           
M4 SUM PLUS Lterm Trade Closed Trades    
Issue Close @ Position Open @ Date  
NONE          
M4 SUM PLUS LONG TERM new open trades    
Issue Price Position Shares    
NONE          
           
M5 (7) Trade Closed Trades      
Issue Close @ Position Open @ Date  
KS11 1682.77 Exit Long $1,640.36 10/16/10 2.59%
BLK 232.2 Exit Long $226.01 12/11/10 2.74%
GRN 22.87 Exit Long $24.54 12/18/10 -6.81%
M5 (7) Trading System New Open Trades    
Issue Price Position Shares    
JJG 40.885 Enter Long 244.59    
SCGDX 19.24 Enter Long 519.75    
NEM 47.31 Enter Long 211.37    
EWM 10.62 Enter Long 941.62    
SSEC 3277.14 Enter Long 3.05    
BBD 21.87 Enter Long 457.25    
EWS 11.49 Enter Long 870.32    
BVSP 68588.506 Enter Long 0.15    
EWZ 74.61 Enter Long 134.03    
WMT 53.45 Enter Long 187.09    
IDX 62.17 Enter Long 160.85    
GLD 107.31 Enter Long 93.19    
HMY 10.17 Enter Long 983.28    
ICON 12.67 ENTER SHORT -789.27    
DGZ 19.96 ENTER SHORT -501.00    
           
M5 (10) Trade Closed Trades      
Issue Close @ Position Open @ Date  
CA 22.46 Exit Long $22.79 10/9/10 -1.45%
M5 (10) Trading System New Open Trades    
Issue Price Position Shares    
HANG SANG 21872.5 Enter Long 0.46    
BAIDU 411.23 Enter Long 24.32    
FXE 142.91 Enter Long 69.97    
UDN 27.54 Enter Long 363.11    
FXA 90.07 Enter Long 111.02    
EWM 10.62 Enter Long 941.62    
EWZ 74.61 Enter Long 134.03    
UUP 23.08 ENTER SHORT -433.28    
           
M5D Simple Trade Closed Trades      
Issue Close @ Position Open @ Date  
None          
M5D Simple Trading System New Open Trades    
Issue Price Position Shares    
JJU 31.68 Enter Long 315.66    
ENMD 0.8 ENTER SHORT -12500.00    
GSPS.OB 0.007 ENTER SHORT -1428571.43    
           
MA5/MA 40 LT  Closed Trades      
Issue Close @ Position Open @ Date  
None          
MA5/MA40 LT Trading System New Open Trades    
Issue Price Position Shares    
None          
           

More information on this system can be found at

home.mindspring.com/~mclark7/CGTS09.htm

A draft of the book Turn Out the Lights can be found at the website below.  This book is a description of the metaphysical causes of the economic cycles of expansion (Day) and contraction (Night).

www.hoalantrangallery.com/Turnoutlights.htm
 

Michael J. Clark's Gate Timing System
Hanoi, Vietnam

84 4 221 92210





Disclosure: The author does not own issues mentioned in this article.